Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Jun Cai, Ying Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Cai, Jun ; Wang, Ying |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 329-349
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| Subject: | Extreme tail events | Generalized inverse function | Hierarchical corporate structure | Optimal capital allocation | Risk measure | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risiko | Risk | Kapitalstruktur | Capital structure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622397